| 更新時間： | 2024年7月26日 PM 7:35:25 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/05/24 | 21.610% | 18230.19 | 22.413% | 21.505% | +0.105% | 21.505% | +0.105% |
| 31/05/24 | 22.150% | 18079.61 | 21.281% | 21.495% | +0.655% | 26.262% | -4.112% |
| 03/06/24 | 22.040% | 18403.04 | 21.966% | 21.594% | +0.446% | 25.850% | -3.810% |
| 04/06/24 | 21.480% | 18444.11 | 21.986% | 21.888% | -0.408% | 26.023% | -4.543% |
| 05/06/24 | 21.430% | 18424.96 | 21.672% | 21.863% | -0.433% | 25.814% | -4.384% |
| 06/06/24 | 21.430% | 18476.80 | 21.158% | 21.612% | -0.182% | 25.340% | -3.910% |
| 07/06/24 | 20.840% | 18366.95 | 21.042% | 21.565% | -0.725% | 25.107% | -4.267% |
| 11/06/24 | 21.220% | 18176.34 | 20.293% | 21.230% | -0.010% | 24.020% | -2.800% |
| 12/06/24 | 21.260% | 17937.84 | 20.608% | 20.955% | +0.305% | 23.536% | -2.276% |
| 13/06/24 | 20.580% | 18112.63 | 20.821% | 20.784% | -0.204% | 23.175% | -2.595% |
| 14/06/24 | 19.950% | 17941.78 | 20.769% | 20.707% | -0.757% | 22.918% | -2.968% |
| 17/06/24 | 20.080% | 17936.12 | 20.819% | 20.662% | -0.582% | 22.359% | -2.279% |
| 18/06/24 | 19.300% | 17915.55 | 20.783% | 20.760% | -1.460% | 22.295% | -2.995% |
| 19/06/24 | 20.240% | 18430.39 | 20.889% | 20.816% | -0.576% | 22.184% | -1.944% |
| 20/06/24 | 20.120% | 18335.32 | 20.671% | 20.786% | -0.666% | 21.982% | -1.862% |
| 21/06/24 | 19.660% | 18028.52 | 19.668% | 20.566% | -0.906% | 21.580% | -1.920% |
| 24/06/24 | 20.150% | 18027.71 | 18.601% | 20.123% | +0.027% | 20.618% | -0.468% |
| 25/06/24 | 19.270% | 18072.90 | 18.482% | 19.662% | -0.392% | 19.985% | -0.715% |
| 26/06/24 | 18.860% | 18089.93 | 18.468% | 19.178% | -0.318% | 19.335% | -0.475% |
| 27/06/24 | 20.120% | 17716.47 | 18.230% | 18.690% | +1.430% | 18.690% | +1.430% |
| 28/06/24 | 19.210% | 17718.61 | 17.446% | 18.245% | +0.965% | 23.041% | -3.831% |
| 02/07/24 | 20.120% | 17769.14 | 17.261% | 17.977% | +2.143% | 22.112% | -1.992% |
| 03/07/24 | 19.940% | 17978.57 | 16.666% | 17.614% | +2.326% | 21.520% | -1.580% |
| 04/07/24 | 19.810% | 18028.28 | 16.699% | 17.260% | +2.550% | 20.946% | -1.136% |
| 05/07/24 | 19.540% | 17799.61 | 17.164% | 17.047% | +2.493% | 20.548% | -1.008% |
| 08/07/24 | 20.390% | 17524.06 | 17.767% | 17.111% | +3.279% | 20.204% | +0.186% |
| 09/07/24 | 19.810% | 17523.23 | 17.676% | 17.194% | +2.616% | 20.160% | -0.350% |
| 10/07/24 | 19.790% | 17471.67 | 17.424% | 17.346% | +2.444% | 20.195% | -0.405% |
| 11/07/24 | 20.530% | 17832.33 | 18.611% | 17.728% | +2.802% | 20.495% | +0.035% |
| 12/07/24 | 21.130% | 18293.38 | 20.204% | 18.336% | +2.794% | 21.047% | +0.083% |
| 15/07/24 | 21.500% | 18015.94 | 20.863% | 18.955% | +2.545% | 21.291% | +0.209% |
| 16/07/24 | 21.060% | 17727.98 | 21.553% | 19.731% | +1.329% | 21.999% | -0.939% |
| 17/07/24 | 20.810% | 17739.41 | 21.521% | 20.550% | +0.260% | 22.744% | -1.934% |
| 18/07/24 | 20.990% | 17778.41 | 18.570% | 20.542% | +0.448% | 22.567% | -1.577% |
| 19/07/24 | 20.360% | 17417.68 | 19.636% | 20.428% | -0.068% | 22.274% | -1.914% |
| 22/07/24 | 21.100% | 17635.88 | 19.538% | 20.163% | +0.937% | 21.488% | -0.388% |
| 23/07/24 | 20.140% | 17469.36 | 19.737% | 19.800% | +0.340% | 20.939% | -0.799% |
| 24/07/24 | 20.330% | 17311.05 | 19.828% | 19.462% | +0.868% | 20.421% | -0.091% |
| 25/07/24 | 20.800% | 17004.97 | 20.502% | 19.848% | +0.952% | 20.663% | +0.137% |
| 26/07/24 | 21.150% | 17021.31 | 19.383% | 19.798% | +1.352% | 20.448% | +0.702% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/05/24 | 24.480% | 6462.95 | 23.651% | 22.778% | +1.702% | 22.778% | +1.702% |
| 31/05/24 | 25.270% | 6392.58 | 22.625% | 22.767% | +2.503% | 27.816% | -2.546% |
| 03/06/24 | 25.290% | 6531.99 | 23.573% | 22.909% | +2.381% | 27.425% | -2.135% |
| 04/06/24 | 24.580% | 6554.32 | 23.598% | 23.292% | +1.288% | 27.693% | -3.113% |
| 05/06/24 | 24.280% | 6542.47 | 23.188% | 23.327% | +0.953% | 27.542% | -3.262% |
| 06/06/24 | 24.230% | 6555.06 | 22.524% | 23.101% | +1.129% | 27.086% | -2.856% |
| 07/06/24 | 23.470% | 6510.37 | 22.251% | 23.027% | +0.443% | 26.809% | -3.339% |
| 11/06/24 | 23.620% | 6452.06 | 21.410% | 22.594% | +1.026% | 25.563% | -1.943% |
| 12/06/24 | 23.560% | 6359.36 | 21.800% | 22.234% | +1.326% | 24.974% | -1.414% |
| 13/06/24 | 22.920% | 6421.81 | 21.943% | 21.985% | +0.935% | 24.514% | -1.594% |
| 14/06/24 | 21.960% | 6374.66 | 21.676% | 21.816% | +0.144% | 24.145% | -2.185% |
| 17/06/24 | 22.070% | 6373.48 | 21.724% | 21.710% | +0.360% | 23.494% | -1.424% |
| 18/06/24 | 21.240% | 6368.10 | 21.696% | 21.768% | -0.528% | 23.377% | -2.137% |
| 19/06/24 | 22.240% | 6587.77 | 22.872% | 21.982% | +0.258% | 23.427% | -1.187% |
| 20/06/24 | 22.090% | 6556.10 | 22.699% | 22.133% | -0.043% | 23.406% | -1.316% |
| 21/06/24 | 22.090% | 6439.82 | 21.886% | 22.175% | -0.085% | 23.268% | -1.178% |
| 24/06/24 | 22.320% | 6441.16 | 20.853% | 22.001% | +0.319% | 22.543% | -0.223% |
| 25/06/24 | 21.200% | 6464.49 | 20.740% | 21.810% | -0.610% | 22.168% | -0.968% |
| 26/06/24 | 21.210% | 6477.24 | 20.740% | 21.384% | -0.174% | 21.559% | -0.349% |
| 27/06/24 | 22.890% | 6324.05 | 20.816% | 21.007% | +1.883% | 21.007% | +1.883% |
| 28/06/24 | 21.680% | 6331.86 | 20.017% | 20.633% | +1.047% | 26.056% | -4.376% |
| 02/07/24 | 22.470% | 6374.91 | 19.806% | 20.424% | +2.046% | 25.121% | -2.651% |
| 03/07/24 | 22.490% | 6455.70 | 18.807% | 20.037% | +2.453% | 24.481% | -1.991% |
| 04/07/24 | 22.170% | 6470.86 | 18.794% | 19.648% | +2.522% | 23.844% | -1.674% |
| 05/07/24 | 22.010% | 6382.27 | 19.318% | 19.348% | +2.662% | 23.322% | -1.312% |
| 08/07/24 | 22.820% | 6284.73 | 19.900% | 19.325% | +3.495% | 22.817% | +0.003% |
| 09/07/24 | 22.170% | 6275.64 | 19.764% | 19.317% | +2.853% | 22.648% | -0.478% |
| 10/07/24 | 22.130% | 6251.18 | 19.621% | 19.479% | +2.651% | 22.679% | -0.549% |
| 11/07/24 | 23.130% | 6371.78 | 20.373% | 19.795% | +3.335% | 22.884% | +0.246% |
| 12/07/24 | 23.770% | 6532.63 | 21.704% | 20.272% | +3.498% | 23.270% | +0.500% |
| 15/07/24 | 24.050% | 6421.67 | 22.565% | 20.805% | +3.245% | 23.369% | +0.681% |
| 16/07/24 | 23.880% | 6316.53 | 23.250% | 21.503% | +2.377% | 23.975% | -0.095% |
| 17/07/24 | 23.500% | 6297.49 | 23.230% | 22.225% | +1.275% | 24.598% | -1.098% |
| 18/07/24 | 23.810% | 6306.80 | 19.394% | 22.029% | +1.781% | 24.200% | -0.390% |
| 19/07/24 | 23.060% | 6165.04 | 20.623% | 21.813% | +1.247% | 23.783% | -0.723% |
| 22/07/24 | 23.640% | 6253.94 | 20.611% | 21.422% | +2.218% | 22.829% | +0.811% |
| 23/07/24 | 22.580% | 6194.69 | 20.784% | 20.929% | +1.651% | 22.132% | +0.448% |
| 24/07/24 | 22.450% | 6142.32 | 20.806% | 20.444% | +2.006% | 21.451% | +0.999% |
| 25/07/24 | 23.350% | 6016.51 | 21.653% | 20.895% | +2.455% | 21.754% | +1.596% |
| 26/07/24 | 23.480% | 6010.64 | 20.138% | 20.798% | +2.682% | 21.482% | +1.998% |